Rain shadows occur around the world, and in Australia the main recognisable rain shadow is the Great Dividing Range along the NSW and Queensland coastline.
The trade winds tend to favour an easterly direction (especially in summer and autumn) over eastern Australia and therefore moist winds are forced to rise up the mountains.
Here they lose their moisture as they form cloud and quite often, showers. Once these winds travel further inland they contain less moisture and are less likely to produce rainfall (though showers and storms still frequent inland areas of NSW and summer).
However this rain shadow also works in the opposite direction too, for instance a common rain scenario is when a large upper trough arches up into inland Australia. This tightens the temperature and pressure gradient creating an increase in the wind many kilometres high in the atmosphere. The result is that air is often lifted and condensed with moisture streaming across from either the tropics or the Indian Ocean.
This brings thicker cloud and ultimately results in rain. However when this reaches the higher elevation of the mountains to the east, the process is disrupted. Fast moving air from the west or northwest is forced up over the ranges.
This pushes higher into the atmosphere than it normally would which then causes the air above that to rise and so forth. This brings increasing lift on the western side of the ranges, bringing a further increase showers and rain areas here – however once this air has moved over the ranges, it can now sink.
This air has already lost its moisture by producing increased cloud and rain on the western side of the ranges and then sinks on the eastern side of the ranges. Once the air sinks, it will warm because the increased pressure will compress the air but as the temperature rises, the humidity will fall (because warmer air can hold more moisture than colder air. Therefore the air on the eastern side of the ranges becomes more stable and is less likely to produce rain – ultimately meaning that the rain shadow effect actually goes both ways, and not just from east to west.WillyWeather